Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-07 0.480737 0.537382 0.601406 0.679856 0.774406 0.886027 1.029838
2025-09-14 0.405572 0.473868 0.556516 0.665973 0.810458 0.999831 1.276348
2025-09-21 0.359084 0.433168 0.527446 0.659998 0.848316 1.118255 1.560593
2025-09-28 0.321582 0.397182 0.497090 0.644217 0.865994 1.208900 1.832515
2025-10-05 0.308167 0.390200 0.503075 0.678010 0.960185 1.438024 2.431943
2025-10-12 0.302955 0.393105 0.522256 0.733232 1.099215 1.786406 3.474893
2025-10-19 0.282009 0.371202 0.502069 0.722791 1.123586 1.929241 4.160271
2025-10-26 0.266948 0.356290 0.490474 0.724121 1.168718 2.129830 5.183446
2025-11-02 0.248446 0.334624 0.466069 0.699890 1.159332 2.205212 5.895262
2025-11-09 0.228890 0.309982 0.434831 0.659848 1.110913 2.172108 6.188788
2025-11-16 0.217736 0.297486 0.422136 0.651641 1.127154 2.310160 7.390122
2025-11-23 0.214460 0.296921 0.428789 0.679697 1.227381 2.721193 10.795650
2025-11-30 0.204864 0.286264 0.418537 0.676183 1.260439 2.970326 14.255088
2025-12-07 0.194919 0.274415 0.405298 0.665227 1.273942 3.168886 18.385090
2025-12-14 0.186852 0.265110 0.395723 0.660475 1.302312 3.442857 25.481339
2025-12-21 0.177934 0.253869 0.381859 0.645186 1.300158 3.603106 33.090675
2025-12-28 0.176708 0.255313 0.390800 0.679293 1.441694 4.499496 83.298396
2026-01-04 0.178015 0.261079 0.408147 0.734788 1.667459 6.163121 798.649285
2026-01-11 0.171163 0.252327 0.397377 0.724364 1.684671 6.658769 7376.114090
2026-01-18 0.166165 0.246541 0.391870 0.725720 1.742431 7.547309 NaN
2026-01-25 0.158692 0.236024 0.376468 0.701419 1.704999 7.663365 NaN
2026-02-01 0.149929 0.222893 0.355299 0.661254 1.603761 7.159545 NaN
2026-02-08 0.145118 0.216617 0.347325 0.653022 1.617417 7.703185 NaN